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2006•Shuxue de shijian yu renshiRequires access

The Asymptotic Properties of a Semiparametric Regression Model Under Fixed Design

HU Yu-qin

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Abstract

For semiparametric regression model under fixed design y_i=x_iβ+g(x_i)+e_i,i=1,2,…,n, the paper uses the least square estimate combining with the usual nonparametric weighted method and defines the estimators _n,_n and ~2_n for _n,_n and σ~2.This paper also prove their strong consistency and pth-mean consistency under suitable conditions.The outputs of simulation show the good properties of the estimators in this paper.

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What this paper is about

For semiparametric regression model under fixed design y_i=x_iβ+g(x_i)+e_i,i=1,2,…,n, the paper uses the least square estimate combining with the usual nonparametric weighted method and defines the estimators _n,_n and ~2_n for _n,_n and σ~2.This paper also prove their strong consistency and pth-mean consistency under suitable conditions.The outputs of simulation show the good properties of the estimators in this paper.

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Available abstract

For semiparametric regression model under fixed design y_i=x_iβ+g(x_i)+e_i,i=1,2,…,n, the paper uses the least square estimate combining with the usual nonparametric weighted method and defines the estimators _n,_n and ~2_n for _n,_n and σ~2.This paper also prove their strong consistency and pth-mean consistency under suitable conditions.The outputs of simulation show the good properties of the estimators in this paper.

Key concepts: Estimator, Semiparametric regression, Consistency (knowledge bases), Mathematics, Strong consistency, Nonparametric statistics, Semiparametric model, Regression

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